+1,249.5%
CLS vs CELH
-61.1%
+1,310.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.1% | -1.9% |
| 7D | +5.0% | -15.8% | +20.7% | +7.8% |
| 30D | +4.8% | -5.2% | +10.0% | +5.2% |
| 3M | -10.4% | -6.1% | -4.3% | -10.3% |
| 6M | +20.8% | -40.9% | +61.7% | +29.9% |
| YTD | +10.0% | -41.8% | +51.8% | +18.2% |
| 1Y | +28.5% | -52.6% | +81.2% | +41.9% |
| All | +1,249.5% | -61.1% | +1,310.5% | +1,445.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CELH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling